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	Bayesian Stacking Ensemble	Gaussisk process
Ämnesområde	Maskininlärning	Maskininlärning
Familj	Machine learning	Machine learning
Ursprungsår	2018	2006 (book); roots in Kriging, 1951)
Upphovsperson	Yao, Y.; Vehtari, A.; Simpson, D.; Gelman, A.	Rasmussen, C. E. & Williams, C. K. I.
Typ	Bayesian ensemble combination	Probabilistic non-parametric model
Ursprungskälla	Yao, Y., Vehtari, A., Simpson, D., & Gelman, A. (2018). Using stacking to average Bayesian predictive distributions. Bayesian Analysis, 13(3), 917–1007.	Rasmussen, C. E., & Williams, C. K. I. (2006). Gaussian Processes for Machine Learning. MIT Press. ISBN: 978-0-262-18253-9
Alias	Bayesian stacking, Bayesian model stacking, stacking with Bayesian weights, predictive distribution stacking	GP, Gaussian Process Regression, GPR, Kriging
Närliggande	6	3
Sammanfattning	Bayesian stacking combines the predictive distributions of several base models by finding non-negative weights that maximise the leave-one-out log predictive score of the mixture. Formalised by Yao, Vehtari, Simpson, and Gelman (2018), it yields a single calibrated predictive distribution that is provably at least as good as any single constituent model under cross-validation.	A Gaussian Process (GP) is a non-parametric, fully probabilistic machine learning model that places a prior distribution directly over functions. Rather than predicting a single value, it returns a predictive mean and a calibrated uncertainty estimate at every test point, making it especially valuable for regression on small to medium datasets and for Bayesian optimization tasks.